Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.279688 0.303438 0.329087 0.358990 0.393074 0.430933 0.476467
2025-06-29 0.246763 0.277128 0.311682 0.354339 0.406188 0.467977 0.548451
2025-07-06 0.220646 0.253914 0.293215 0.343829 0.408449 0.489890 0.603215
2025-07-13 0.207671 0.244189 0.288797 0.348523 0.428397 0.534710 0.692941
2025-07-20 0.197040 0.235928 0.284804 0.352493 0.446845 0.578908 0.788555
2025-07-27 0.185975 0.225952 0.277373 0.350603 0.456323 0.610916 0.871037
2025-08-03 0.177761 0.218888 0.272935 0.351960 0.469956 0.650106 0.971802
2025-08-10 0.166617 0.207106 0.261124 0.341612 0.464776 0.658956 1.021898
2025-08-17 0.156162 0.195601 0.248876 0.329501 0.455438 0.659495 1.056419
2025-08-24 0.150335 0.190063 0.244546 0.328602 0.463318 0.689343 1.152562
2025-08-31 0.148072 0.189278 0.246813 0.337663 0.487934 0.751331 1.329046
2025-09-07 0.143594 0.185085 0.243818 0.338226 0.498277 0.788791 1.462813
2025-09-14 0.138395 0.179743 0.239011 0.335870 0.503921 0.819343 1.593039
2025-09-21 0.133678 0.174863 0.234604 0.333791 0.509784 0.851219 1.737650
2025-09-28 0.127670 0.167824 0.226545 0.325112 0.502770 0.855636 1.810597
2025-10-05 0.125360 0.166129 0.226563 0.329882 0.521136 0.916764 2.070012
2025-10-12 0.122993 0.164219 0.226107 0.333754 0.538148 0.978082 2.361382
2025-10-19 0.119557 0.160536 0.222644 0.332107 0.544079 1.014850 2.590183
2025-10-26 0.116975 0.158040 0.220933 0.333404 0.556039 1.068455 2.914282
2025-11-02 0.112295 0.152144 0.213467 0.323864 0.544633 1.061360 2.990572
2025-11-09 0.107527 0.145968 0.205321 0.312670 0.528882 1.040983 3.002782
2025-11-16 0.105102 0.143357 0.202902 0.311842 0.535169 1.080081 3.310511
2025-11-23 0.104607 0.143728 0.205389 0.320228 0.562302 1.181938 4.019857